| FXBenchmarkCodeSet | int | The source of where to obtain the FX benchmark rate to use for fixing the rate. The value in this field can be different from RateSource(1446). For example, Bloomberg can be the reference source identified in RateSource(1446), and FXBenchmark(3073) can be central bank - what this says is to use Bloomberg to look up/reference the published central bank rate. Likewise, the BFIX rate for fixing (FXBenchmark(3073)=1 (Bloomberg)) can be sourced from Reuters (RateSource(1446)=1 (Reuters)). If the source for benchmark fixing rate is the same as the reference source (RateSource(1446)), this field, FXBenchmark(3073), can be omitted.
| 1 | = | Bloomberg Also referred to as BFIX. | Added EP293
| | [Bloomberg] | | 2 | = | Central Bank | Added EP293
| | [CentralBank] | | 3 | = | WMR | Added EP293
| | [WMR] | | 4 | = | Mitsubishi-UFJ Also referred to as the Tokyo Fix. | Added EP293
| | [MitsubishiUFJ] | | 5 | = | London Bullion Market Association Gold and Silver fixes are LBMA rates generated by ICE; Platinum and palladium fixes are LBMA rates generated by LME. | Added EP293
| | [LondonBullionMarketAssociation] | | 6 | = | London Metal Exchange Base metal prices come from the LME. LBMA should be used for platinum and palladium even though these are LME rates. | Added EP293
| | [LondonMetalExchange] | | 99 | = | Other An appropriate reference page, ReferencePage(1448), at the specified RateSource(1446) needs to be specified. | Added EP293
| | [Other] |
| Added EP293
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